+2,538.2%
MUU vs OWL
-38.9%
+2,577.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | +1.7% |
| 7D | +13.9% | -3.9% | +17.9% | +18.5% |
| 30D | +24.8% | -3.7% | +28.5% | +27.5% |
| 3M | -15.7% | +21.4% | -37.1% | -33.0% |
| 6M | +338.9% | +18.3% | +320.5% | +245.1% |
| YTD | +563.2% | -20.1% | +583.3% | +741.7% |
| 1Y | +2,577.5% | -32.8% | +2,610.3% | +4,015.3% |
| All | +2,538.2% | -38.9% | +2,577.2% | +5,109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling